I applied through college or university. I interviewed at AQR Capital Management
Interview
I applied online through my college's job board, then had an interview on campus. To apply, I just had to submit a resume and cover letter. I was notified a little while later that I was selected for the interview.
Other Quantitative Analyst Interview Reviews for AQR Capital Management
HR screen followed by a timed Python exercise. The process was quick and professional. I found the exercise difficult, but I think it would be doable with more preparation. The recruiter gave a detailed rundown about the job and what they expected day to day.
Interview questions [1]
Question 1
The Python exercise was quite long with a 2 hour time limit, but I still ran out of time. Gave stock returns and firm fundamentals data and asked you to form portfolios, calculate portfolio returns, calculate momentum factors, calculate portfolio variance. things like that.
I was asked for quite a lot technical questions. Some of them are straightforward and related to my resume. But some of them are pretty challenging. I was able to answer about half of the questions.
I applied online. The process took 2 weeks. I interviewed at AQR Capital Management (New York, NY) in Jan 2018
Interview
Everything was handled through a recruiter, who first sets up a phone interview, then coordinates an in-person interview. Was professional throughout. Asked some coding questions, all about structures and algorithms.
Interview questions [1]
Question 1
Program a scheduling program that coordinates tasks which are dependent on each other, and time dependent. So task B needs task A finished first, and task A can only start at 9:00 am
Quantitative Analyst applicants have rated the interview process at AQR Capital Management with 4 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 33% positive. To compare, the company-average is 41% positive. This is according to Glassdoor user ratings.
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